ECBOT 10 Year T-Note Future September 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	109-205	109-025	-0-180	-0.5%	110-055
High	109-220	109-090	-0-130	-0.4%	110-100
Low	108-310	108-280	-0-030	-0.1%	109-035
Close	109-025	109-020	-0-005	0.0%	109-205
Range	0-230	0-130	-0-100	-43.5%	1-065
ATR	0-237	0-229	-0-008	-3.2%	0-000
Volume	1,514,677	1,396,508	-118,169	-7.8%	7,859,160

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	110-093	110-027	109-092
R3	109-283	109-217	109-056
R2	109-153	109-153	109-044
R1	109-087	109-087	109-032	109-055
PP	109-023	109-023	109-023	109-008
S1	108-277	108-277	109-008	108-245
S2	108-213	108-213	108-316
S3	108-083	108-147	108-304
S4	107-273	108-017	108-268

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	113-095	112-215	110-097
R3	112-030	111-150	109-311
R2	110-285	110-285	109-276
R1	110-085	110-085	109-240	109-312
PP	109-220	109-220	109-220	109-174
S1	109-020	109-020	109-170	108-248
S2	108-155	108-155	109-134
S3	107-090	107-275	109-099
S4	106-025	106-210	108-313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-055	108-280	1-095	1.2%	0-183	0.5%	14%	False	True	1,534,459
10	111-290	108-280	3-010	2.8%	0-214	0.6%	6%	False	True	1,545,843
20	112-070	108-280	3-110	3.1%	0-237	0.7%	6%	False	True	1,630,003
40	113-130	108-280	4-170	4.2%	0-234	0.7%	4%	False	True	1,561,676
60	115-000	108-280	6-040	5.6%	0-243	0.7%	3%	False	True	1,568,230
80	117-260	108-280	8-300	8.2%	0-245	0.7%	2%	False	True	1,283,990
100	117-260	108-280	8-300	8.2%	0-244	0.7%	2%	False	True	1,027,442
120	117-260	108-280	8-300	8.2%	0-272	0.8%	2%	False	True	856,241

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-068
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	111-002
2.618	110-110
1.618	109-300
1.000	109-220
0.618	109-170
HIGH	109-090
0.618	109-040
0.500	109-025
0.382	109-010
LOW	108-280
0.618	108-200
1.000	108-150
1.618	108-070
2.618	107-260
4.250	107-048

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	109-025	109-122
PP	109-023	109-088
S1	109-022	109-054

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These figures are updated between 7pm and 10pm EST after a trading day.

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